Issue 3 (2014)
This issue is devoted to the memory of Boris Vladimirovich Gnedenko (01.01.1912 - 27.12.1995)
ARTICLES
The Probabilistic Approximation of the Dirichlet Initial Boundary Value Problem Solution for the Equation $\partial u/\partial t=(\sigma^2/2)/\Delta u$ With a Complex Parameter $\sigma$
M.M. Faddeev, I.A. Ibragimov, N.V. Smorodina
(pages 391 - 414)
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Multivariate High-Frequency Financial Data via Semi-Markov Processes
G. D'Amico, F. Petroni
(pages 415 - 434)
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Finite-time Ruin Probability of Aggregate Gaussian Processes
K. Debicki, E. Hashorva, Lanpeng Ji, Zhongquan Tan
(pages 435 - 450)
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Markov Processes Associated With Fully Nondiagonal Systems of Parabolic Equations
Ya. Belopolskaya
(pages 451 - 478)
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Simple Proof of Dynkin's Formula for Single-Server Systems and Polynomial Convergence Rates
A.Yu. Veretennikov, G.A. Zverkina
(pages 479 - 504)
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Risky Investment for Insurers and Sufficiency Theorems for the Survival Probability
T. Belkina
(pages 505 - 525)
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Strong Limit Theorems for the Risk Process with Stochastic Premiums
N.M. Zinchenko
(pages 527 - 544)
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From Level 2.5 to Level 2 Large Deviations for Continuous Time Markov Chains
L. Bertini, A. Faggionato, D. Gabrielli
(pages 545 - 562)
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A Curie - Weiss Model of Self-Organized Criticality: The Gaussian Case
M. Gorny
(pages 563 - 576)
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Feynman - Kac Formula for Levy Processes and Semiclassical (Euclidean) Momentum Representation
N. Privault, Xiangfeng Yang, J.-C. Zambrini
(pages 577 - 600)
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